Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49343.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45282.04 Kr¶

PnL: ---------------------------------------> 226.04 Kr¶

DD now: ---------------------------------> -7.11 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:51:59.075790'

Anic Portfolio¶

Today¶

Return: 0.961 %¶

This Week¶

Return: 0.081 %¶

Total portfolio value¶

Return including deposits: 61.537 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.450000 1684.980000 215.980000 14.700000 1468.999998
Sedana Medical 93 4.340000 2680.260000 159.260000 6.320000 2521.000011
Orrön Energy 180 5.650000 2172.600000 129.600000 6.340000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Sagax B 4 1.850000 882.800000 28.800000 3.370000 854.000000
Atrium Ljungberg B 5 1.100000 963.000000 28.000000 2.990000 935.000000
Catena 2 1.890000 818.400000 26.400000 3.330000 792.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
JM 6 0.000000 877.800000 13.800000 1.600000 864.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Hexatronic Group 12 0.770000 975.600000 8.600000 0.890000 966.999996
BioGaia B 8 0.090000 935.200000 5.200000 0.560000 930.000000
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Byggmax Group 33 0.690000 959.640000 3.640000 0.380000 956.000001
Bilia A 8 0.360000 903.200000 3.200000 0.360000 900.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
EQT 4 0.680000 833.600000 1.600000 0.190000 832.000000
AcadeMedia 8 0.600000 403.200000 1.200000 0.300000 402.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
ASSA ABLOY B 3 -0.150000 774.600000 -4.400000 -0.560000 779.000001
OX2 13 0.410000 944.450000 -5.550000 -0.580000 949.999999
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 -1.340000 919.500000 -20.500000 -2.180000 940.000000
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
Addnode Group B 11 -0.790000 894.300000 -26.700000 -2.900000 921.000003
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Indutrade 5 1.590000 1179.500000 -38.500000 -3.160000 1218.000000
Hexagon B 26 0.380000 3403.400000 -57.600000 -1.660000 3461.000010
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45282.040000 226.040000 -7.11046% 45056.000411

Updated:¶

'2023-07-04 09:52:15.982857'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶